Key Risk Indicators Dashboard

Financial Services Liquidity & Credit Risk Monitor — Meridian Atlantic Bank PLC

Q4 2024 • Daily Refresh • Last Updated: 19 Dec 2024 17:45 GMT

Capital Adequacy (CET1)
13.8%
Regulatory Min: 7.0% • Target: 12.5%
LCR (Daily Close)
118.3%
+2.1pp Above Min
Credit Migration Index
2.4%
+0.6pp Watch
NPL Formation Rate
0.28%
+0.04pp Normal
Monthly sector avg
NSFR
112.7%
+1.3pp Stable
Req: ≥100%
LDR Velocity
+0.9pp
/month Normal
Threshold: 1.5pp
Stress VaR Util.
68.4%
+3.2pp Elevated
Limit: 85%
LCR Trend with Intraday Trough (90-Day Rolling)
Daily Close LCR maintained above 115% regulatory minimum. Intraday trough on 12-Dec hit 101.4% due to large corporate withdrawal—recovered by EOD.
Credit Migration Velocity (Q4 2024)
Net downgrades: 2.4% of portfolio. Energy sector shows highest migration to Stage 2.
NPL Formation Rate by Sector (Monthly %)
Real Estate formation at 0.38% approaches 0.4% sector review threshold.
Counterparty Exposure Concentration (Top 20 by EAD)
Counterparty EAD (£m) % Tier 1 Rating Sector Conc. Score
GlobalCorp Energy PLC 842 9.8% BBB+ Energy Medium
Thames Property Group 721 8.4% A- Real Estate Medium
Meridian Finance Ltd 654 7.6% A Financial Low
Atlantic Retail Holdings 589 6.9% BBB Retail Medium
Nordic Infrastructure AB 512 6.0% A+ Infrastructure Low
UK Manufacturing Co 478 5.6% BBB+ Manufacturing Low
Continental Transport SA 445 5.2% BBB Transport Low
Tech Ventures Group 398 4.6% A- Technology Low
Concentration ratio (top 10): 38.2% of Tier 1 capital. Threshold: 40%. Single-name limit: 10%.
NSFR by Maturity Bucket (Waterfall)
Available Stable Funding exceeds Required by £8.2B across all buckets.
Loan-to-Deposit Ratio Velocity (12-Month)
Current velocity +0.9pp/month well below 1.5pp threshold. Structural liquidity stable.
Sector Credit Concentration Heat Score
Exposure
NPL%
Migration
Heat
Energy
18.4%
0.42%
3.8%
High
Real Estate
22.1%
0.38%
2.1%
Medium
Financial
14.2%
0.12%
0.9%
Low
Retail
16.8%
0.31%
2.4%
Medium
Manufacturing
11.3%
0.18%
1.2%
Low
Technology
8.7%
0.09%
0.6%
Low
Other
8.5%
0.15%
1.0%
Low
Energy sector flagged for concentration review. Combined exposure + NPL formation triggers alert.
Early Warning Score (EWS) Components
Composite EWS: 42/100 (Moderate). Intraday LCR volatility and Energy migration drive score.
Cost of Risk vs. RAROC Spread (Basis Points Over Target)
Energy portfolio RAROC 240bp below hurdle (12%). Real Estate, Financial Services outperform. Portfolio-weighted RAROC: 14.2%.
Capital Adequacy Summary
CET1 Ratio 13.8%
Min: 7.0% Target: 12.5% Max: 17.7%
Tier 1 Ratio 15.2%
Min: 8.5% Target: 14.0% Max: 20.8%
Total Capital Ratio 17.9%
Min: 10.5% Target: 16.5% Max: 26.3%
Risk-Weighted Assets £48.2B
Leverage Ratio 5.8%
Stress VaR Utilization by Risk Factor
Credit spread risk consumes 68.4% of limit. Interest rate risk at 54%. Composite utilization elevated.